The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model

Jaap H. Abbring () and Gerard van den Berg
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Jaap H. Abbring: Vrije Universiteit Amsterdam

No 00-066/3, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification given by Heckman and Honoré(1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

Keywords: competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells (search for similar items in EconPapers)
Date: 2000-08-01
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:tin:wpaper:20000066

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